pca_cov_dense_online.cpp

/*******************************************************************************
* Copyright 2023 Intel Corporation
*
* Licensed under the Apache License, Version 2.0 (the "License");
* you may not use this file except in compliance with the License.
* You may obtain a copy of the License at
*
*     http://www.apache.org/licenses/LICENSE-2.0
*
* Unless required by applicable law or agreed to in writing, software
* distributed under the License is distributed on an "AS IS" BASIS,
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
* See the License for the specific language governing permissions and
* limitations under the License.
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#include "oneapi/dal/algo/pca.hpp"
#include "oneapi/dal/io/csv.hpp"

#include "example_util/utils.hpp"

namespace dal = oneapi::dal;
namespace pca = dal::pca;
template <typename Method>
void run(const dal::table& x_train, const std::string& method_name, bool whiten) {
    const auto pca_desc = pca::descriptor<float, Method>()
                              .set_component_count(5)
                              .set_deterministic(true)
                              .set_normalization_mode(pca::normalization::mean_center)
                              .set_whiten(whiten);
    const std::int64_t nBlocks = 2;

    pca::partial_train_result<> partial_result;
    std::cout << method_name << "\n" << std::endl;
    auto input_table = split_table_by_rows<double>(x_train, nBlocks);

    for (std::int64_t i = 0; i < nBlocks; i++) {
        partial_result = dal::partial_train(pca_desc, partial_result, input_table[i]);
    }
    auto result_train = dal::finalize_train(pca_desc, partial_result);
    std::cout << "Eigenvectors:\n" << result_train.get_eigenvectors() << std::endl;

    std::cout << "Eigenvalues:\n" << result_train.get_eigenvalues() << std::endl;

    std::cout << "Singular Values:\n" << result_train.get_singular_values() << std::endl;

    std::cout << "Variances:\n" << result_train.get_variances() << std::endl;

    std::cout << "Means:\n" << result_train.get_means() << std::endl;

    std::cout << "Explained variances ratio:\n"
              << result_train.get_explained_variances_ratio() << std::endl;
    const auto result_infer = dal::infer(pca_desc, result_train.get_model(), x_train);

    std::cout << "Transformed data:\n" << result_infer.get_transformed_data() << std::endl;
}

int main(int argc, char const* argv[]) {
    const auto train_data_file_name = get_data_path("pca_non_normalized.csv");

    const auto x_train = dal::read<dal::table>(dal::csv::data_source{ train_data_file_name });

    run<pca::method::cov>(x_train, "Training method: Online Covariance, Whiten: false", false);
    run<pca::method::cov>(x_train, "Training method: Online Covariance, Whiten: true", true);
    //Disabled due to unavailable to replicate sklearn behavior in online SVD method
    //run<dal::pca::method::svd>(x_train, "Training method: SVD, Whiten: false", false);
    //run<dal::pca::method::svd>(x_train, "Training method: SVD, Whiten: true", true);

    return 0;
}